How can I compare different renders?
In the UV editor, you can select different render slots.  Select Slot 1, for instance, render... then select Slot 2, render again.  Switch back and forth between the slots to compare using J and Alt + J

EDIT: 
Only adding by request... in addition to using J and Alt + J, Lukas also pointed out in his answer that the number keys at the top of the keyboard (not Numpad) can be used to select the slot to view.

It should be noted that pressing J will auto-cycle the renders.  If you only have renders in slots 1, 4, and 8, it will only cycle those slots.  So it can be handy.